-9.6%
CNH vs IAG
+495.5%
-505.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.7% | +2.3% | -3.5% |
| 7D | +4.5% | +16.8% | -12.3% | +2.5% |
| 30D | +7.6% | -1.5% | +9.1% | +7.6% |
| 3M | +17.0% | +0.5% | +16.5% | +16.5% |
| 6M | +12.9% | -1.0% | +13.9% | +12.0% |
| YTD | +34.3% | +12.3% | +21.9% | +29.9% |
| 1Y | +28.5% | +39.2% | -10.7% | +20.9% |
| 3Y | +31.9% | +712.3% | -680.4% | -11.5% |
| 5Y | -9.6% | +484.2% | -493.8% | -40.6% |
| All | -9.6% | +495.5% | -505.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling